In The Groove will write a file called Editable.ini to the game folder on your memory card. You can edit this value to customize your game settings.
Before you've edited any values, the file contents will look something like this:
[Editable] DisplayName= LastUsedHighScoreName= WeightPounds=0
You can fill in any of these values. After editing, the file contents should look something like this:
[Editable] DisplayName=ChrisDanford LastUsedHighScoreName=CHRS WeightPounds=160
The value WeightPounds must be filled in order for ITG to track your calories. If this value is 0 or not filled in, the game will display "N/A" on the ending screen for your number of calories burned.